MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,499
COMMITMENTS
2,926 5,945 6,622 23,147 17,748 32,695 30,315 5,803 8,184
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 2,315)
50 1,148 246 2,014 616 2,309 2,010 6 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 15.4 17.2 60.1 46.1 84.9 78.7 15.1 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
16 16 22 31 25 56 54
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 216,169
COMMITMENTS
53,420 13,619 50,003 86,839 119,016 190,262 182,638 25,907 33,532
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 6,906)
81 -429 702 5,459 6,157 6,242 6,430 663 476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 6.3 23.1 40.2 55.1 88.0 84.5 12.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
84 50 87 51 59 190 165
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 337,335
COMMITMENTS
111,380 42,255 66,033 133,499 166,214 310,912 274,501 26,423 62,834
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 16,388)
3,300 -206 2,360 3,876 2,951 9,535 5,105 6,853 11,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 12.5 19.6 39.6 49.3 92.2 81.4 7.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
115 93 104 103 165 276 314
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,686
COMMITMENTS
4,223 1,750 894 2,838 5,310 7,956 7,955 1,730 1,731
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 857)
-80 -3 386 184 549 490 931 366 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 18.1 9.2 29.3 54.8 82.1 82.1 17.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
31 14 8 20 29 55 48
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,034
COMMITMENTS
11,161 6,394 4,949 10,968 8,186 27,078 19,528 5,957 13,506
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,067)
591 -1,986 -241 -216 1,051 134 -1,175 932 2,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 19.4 15.0 33.2 24.8 82.0 59.1 18.0 40.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
32 30 31 40 43 90 91
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 128,029
COMMITMENTS
60,689 11,598 3,462 18,003 93,318 82,154 108,379 45,875 19,650
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 8,645)
8,721 448 -879 791 8,280 8,634 7,849 11 795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 9.1 2.7 14.1 72.9 64.2 84.7 35.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
35 10 12 22 27 62 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,405
COMMITMENTS
17,059 3,261 1,314 6,874 24,994 25,248 29,570 15,157 10,835
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 2,411)
4,534 -11,829 -503 -4,945 14,770 -913 2,438 3,324 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.2 8.1 3.3 17.0 61.9 62.5 73.2 37.5 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 5 4 7 12 22 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 104,668
COMMITMENTS
81,605 5,702 249 16,012 97,131 97,866 103,082 6,802 1,586
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 7,897)
12,264 -1,642 -6 -5,302 10,028 6,956 8,380 942 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.0 5.4 0.2 15.3 92.8 93.5 98.5 6.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
47 13 2 13 20 61 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 94,471
COMMITMENTS
15,290 50,666 2,685 57,106 12,322 75,080 65,673 19,391 28,798
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -7,052)
-1,778 -903 -2,214 -4,425 -3,987 -8,417 -7,104 1,365 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 53.6 2.8 60.4 13.0 79.5 69.5 20.5 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
14 28 9 16 15 34 48
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 132,222
COMMITMENTS
21,713 37,301 8,457 83,904 51,833 114,074 97,591 18,148 34,631
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 11,890)
1,506 1,969 -3,463 12,911 6,972 10,954 5,478 936 6,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 28.2 6.4 63.5 39.2 86.3 73.8 13.7 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
23 33 19 16 24 51 64
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 187,577
COMMITMENTS
36,437 52,362 20,628 80,743 69,656 137,808 142,645 49,769 44,932
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -8,695)
-903 -17,503 -9,705 258 14,140 -10,350 -13,068 1,655 4,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 27.9 11.0 43.0 37.1 73.5 76.0 26.5 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
45 46 43 31 32 97 100
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,732
COMMITMENTS
21,417 5,734 0 1,196 18,810 22,613 24,544 3,119 1,188
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 2,679)
3,311 601 0 -261 2,320 3,050 2,921 -371 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.2 22.3 0.0 4.6 73.1 87.9 95.4 12.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
17 7 0 4 11 21 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,917,555
COMMITMENTS
1258210 296,127 4053006 5752934 6606636 11064149 10955769 853,406 961,787
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 576,052)
292,869 -59,690 236,609 43,607 356,532 573,085 533,451 2,967 42,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 2.5 34.0 48.3 55.4 92.8 91.9 7.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
71 62 113 136 137 266 260
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 402,209
COMMITMENTS
26,312 27,742 27,646 252,910 301,134 306,868 356,522 95,341 45,687
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 5,175)
-2,573 3,778 2,822 6,053 1,553 6,302 8,153 -1,127 -2,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 6.9 6.9 62.9 74.9 76.3 88.6 23.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
26 26 33 85 69 130 109
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,591,973
COMMITMENTS
375,240 332,857 74,642 1932175 1902375 2382056 2309874 209,916 282,099
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 54,477)
-406 48,931 3,369 44,338 -28,339 47,301 23,961 7,176 30,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 12.8 2.9 74.5 73.4 91.9 89.1 8.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 436)
97 95 65 169 167 299 294
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 98,268
COMMITMENTS
8,457 9,701 299 80,665 85,028 89,421 95,028 8,847 3,240
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -4,788)
-2,273 -215 299 2,027 -1,975 53 -1,891 -4,841 -2,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 9.9 0.3 82.1 86.5 91.0 96.7 9.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
10 4 1 47 32 57 37
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 14,564
COMMITMENTS
4,083 0 627 5,650 11,225 10,360 11,852 4,204 2,713
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,904)
-1,088 0 627 1,798 1,391 1,337 2,018 567 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 0.0 4.3 38.8 77.1 71.1 81.4 28.9 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 1 12 11 16 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 317,283
COMMITMENTS
109,615 89,761 8,202 171,121 203,682 288,938 301,645 28,345 15,638
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -3,592)
-18,822 15,296 2,686 13,105 -22,506 -3,030 -4,523 -562 930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 28.3 2.6 53.9 64.2 91.1 95.1 8.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
74 52 22 55 71 142 132
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 131,877
COMMITMENTS
73,210 13,771 2,277 24,665 101,858 100,152 117,906 31,725 13,971
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 16,924)
10,528 -1,046 -712 2,651 16,583 12,468 14,825 4,456 2,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.5 10.4 1.7 18.7 77.2 75.9 89.4 24.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
36 11 9 11 17 51 33
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,254
COMMITMENTS
13,766 14,609 0 18,545 10,762 32,311 25,371 5,943 12,883
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 2,160)
1,555 4,341 0 1,193 -497 2,748 3,844 -588 -1,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 38.2 0.0 48.5 28.1 84.5 66.3 15.5 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
17 12 0 16 17 33 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 37,065
COMMITMENTS
15,799 7,848 388 14,772 20,922 30,959 29,158 6,106 7,907
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 7,208)
5,638 2,197 -323 2,376 3,049 7,691 4,923 -483 2,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 21.2 1.0 39.9 56.4 83.5 78.7 16.5 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
14 12 1 16 29 31 41
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 27,717
COMMITMENTS
5,602 314 40 19,486 26,102 25,128 26,456 2,589 1,261
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,390)
1,356 314 0 94 1,315 1,450 1,629 -60 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 1.1 0.1 70.3 94.2 90.7 95.5 9.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 1 1 16 18 27 20
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 20,575
COMMITMENTS
4,135 1,246 0 10,242 17,817 14,377 19,063 6,198 1,512
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 824)
345 326 0 662 105 1,007 431 -183 393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 6.1 0.0 49.8 86.6 69.9 92.7 30.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 3 0 10 8 18 11
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,944
COMMITMENTS
5,894 931 93 11,134 18,622 17,121 19,646 2,823 298
CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 842)
512 405 40 -388 543 164 988 678 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 4.7 0.5 55.8 93.4 85.8 98.5 14.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
13 5 2 7 3 22 8
Updated January 15, 2010